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- W3152668796 abstract "With nonignorable dropouts and outliers, we propose robust statistical inference and variable selection methods for linear quantile regression models based on composite quantile regression and empirical likelihood (EL) that accommodate both the within-subject correlations and nonignorable dropouts. The purpose of our study is threefold. First, we apply the generalized method of moments to estimate the parameters in the nonignorable dropout propensity based on an instrument. Subsequently, the inverse probability weighting and kernel smoothing approaches are applied to obtain the smoothed and bias-corrected generalized estimating equations. Second, we borrow the idea of quadratic inference function to construct the improved EL procedure for nonignorable dropouts. The asymptotic properties of the proposed estimators and their confidence regions are derived. Third, the penalized EL method and algorithm for variable selection are investigated. The finite-sample performance of the proposed estimators is studied through simulation, and an application to HIV-CD4 data set is also presented." @default.
- W3152668796 created "2021-04-26" @default.
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- W3152668796 date "2021-05-18" @default.
- W3152668796 modified "2023-10-18" @default.
- W3152668796 title "Improved composite quantile regression and variable selection with nonignorable dropouts" @default.
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- W3152668796 doi "https://doi.org/10.1142/s2010326322500101" @default.
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